Title of article :
A note on “Convergence rates and asymptotic normality for series estimators”: uniform convergence rates
Author/Authors :
de Jong، نويسنده , , Robert M.، نويسنده ,
Issue Information :
دوفصلنامه با شماره پیاپی سال 2002
Abstract :
This paper establishes improved uniform convergence rates for series estimators. Series estimators are least-squares fits of a regression function where the number of regressors depends on sample size. I will specialize my results to the cases of polynomials and regression splines. These results improves upon results obtained earlier by Newey, yet fail to attain the optimal rates of convergence.
Keywords :
Nonparametric regression , Series estimation , Uniform consistency
Journal title :
Journal of Econometrics
Journal title :
Journal of Econometrics